Anic Equity¶

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Total return since start: 0.719 %¶

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Equity now: -----------------------------> 52522.68 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34643.5 Kr¶

PnL: ---------------------------------------> -564.5 Kr¶

DD now: ---------------------------------> -1.125 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-08 22:45:39.577458'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -1.024 %¶

Total¶

Return: 71.946 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
SCA A 4 0.670000 602.400000 3.400000 0.570000 599.000000
Eastnine 6 0.920000 658.800000 1.800000 0.270000 657.000000
Creades A 7 0.340000 612.500000 1.500000 0.250000 610.999998
Biotage 4 0.940000 604.000000 1.000000 0.170000 603.000000
BONESUPPORT HOLDING 10 0.160000 1225.000000 1.000000 0.080000 1224.000000
SynAct Pharma 9 -0.140000 645.300000 0.300000 0.050000 645.000003
NCC A 6 3.310000 598.800000 -0.200000 -0.030000 598.999998
BHG Group 49 -0.610000 637.980000 -1.020000 -0.160000 638.999984
Addtech B 3 -0.170000 697.200000 -2.800000 -0.400000 699.999999
Latour B 2 -0.450000 445.400000 -3.600000 -0.800000 449.000000
Indutrade 5 -0.230000 1313.000000 -7.000000 -0.530000 1320.000000
Profoto Holding 7 -1.200000 574.000000 -8.000000 -1.370000 581.999999
NCC B 7 -1.130000 645.050000 -8.950000 -1.370000 653.999997
Sampo Oyj SDB 1 -1.390000 495.000000 -10.000000 -1.980000 505.000000
Embracer Group B 26 -0.380000 650.130000 -11.870000 -1.790000 661.999988
Sdiptech B 3 -0.740000 810.000000 -12.000000 -1.460000 822.000000
Humana 40 -3.050000 661.600000 -12.400000 -1.840000 674.000000
Fortnox 10 -0.880000 655.000000 -13.000000 -1.950000 668.000000
Xvivo Perfusion 3 -1.960000 823.500000 -21.500000 -2.540000 845.000001
Vitrolife 3 -3.200000 653.400000 -23.600000 -3.490000 677.000001
Lundin Gold 7 -2.750000 940.800000 -33.200000 -3.410000 973.999999
Volati 5 -4.760000 540.000000 -34.000000 -5.920000 574.000000
Ambea 68 -1.020000 2501.040000 -35.960000 -1.420000 2537.000032
Balco Group 39 -2.080000 1836.900000 -38.100000 -2.030000 1874.999997
Investor A 16 -0.590000 3504.000000 -41.000000 -1.160000 3545.000000
Lime Technologies 2 -5.550000 545.000000 -48.000000 -8.090000 593.000000
Gaming Innovation Group 161 -0.190000 4137.700000 -50.300000 -1.200000 4187.999942
Wästbygg Gruppen B 80 -0.280000 2816.000000 -55.000000 -1.920000 2871.000000
New Wave B 20 -2.750000 3814.000000 -102.000000 -2.600000 3916.000000
TOTAL 34643.500000 -564.500000 -1.12512% 35207.999938

Updated:¶

'2023-06-08 22:45:53.969677'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶